COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   241,943:    85,887     27,382     44,341     95,708    162,107    225,935    233,830:    16,008      8,113
Old  :     5,075:     1,965        628          0      2,484      3,976      4,449      4,604:       626        471
Other:   236,868:    84,363     27,196     43,899     93,224    158,131    221,486    229,226:    15,382      7,642
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :    -4,807:    -1,409       -287     -1,012       -882     -2,015     -3,302     -3,314:    -1,505     -1,493
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5       11.3       18.3       39.6       67.0       93.4       96.6:       6.6        3.4
Old  :     100.0:      38.7       12.4        0.0       48.9       78.3       87.7       90.7:      12.3        9.3
Other:     100.0:      35.6       11.5       18.5       39.4       66.8       93.5       96.8:       6.5        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       290:       137         63         68         65         68        239        165:
Old  :        54:        13          4          0         14         25         27         29:
Other:       288:       137         63         68         64         67        237        163:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.4       30.2       23.8       41.5       13.2       25.5       21.4       34.2
Old  :                 51.9       49.2       71.4       70.5       51.9       49.2       71.4       70.5
Other:                 14.8       30.1       24.3       41.7       13.5       25.5       21.8       34.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    19,845:     7,641        444      2,237      6,849     15,671     16,727     18,352:     3,119      1,493
Old  :    18,982:     7,611        437      2,026      6,314     15,065     15,951     17,528:     3,031      1,454
Other:       863:        57         34        184        534        606        775        824:        88         39
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :    -1,358:      -131       -123       -357       -574       -737     -1,062     -1,217:      -296       -141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.5        2.2       11.3       34.5       79.0       84.3       92.5:      15.7        7.5
Old  :     100.0:      40.1        2.3       10.7       33.3       79.4       84.0       92.3:      16.0        7.7
Other:     100.0:       6.6        3.9       21.4       61.9       70.2       89.9       95.5:      10.1        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        32         11         11         20         22         59         39:
Old  :        73:        30         12         11         20         22         59         38:
Other:        18:         5          1          3          7          6         12         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       51.0       41.3       73.3       28.7       46.8       40.1       65.9
Old  :                 28.8       50.4       41.2       73.2       28.4       47.4       39.9       65.9
Other:                 68.1       81.7       88.4       93.0       60.7       68.5       67.4       73.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   237,374:    59,543     22,052     58,692    108,575    150,379    226,810    231,122:    10,563      6,251
Old  :   117,483:    42,546     30,681     22,988     44,421     58,754    109,955    112,423:     7,528      5,061
Other:   119,890:    34,700      9,074     18,001     64,154     91,625    116,855    118,700:     3,035      1,190
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :    -4,710:    -1,716     -4,039      3,856     -5,452     -3,838     -3,311     -4,021:    -1,398       -689
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        9.3       24.7       45.7       63.4       95.5       97.4:       4.5        2.6
Old  :     100.0:      36.2       26.1       19.6       37.8       50.0       93.6       95.7:       6.4        4.3
Other:     100.0:      28.9        7.6       15.0       53.5       76.4       97.5       99.0:       2.5        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       220:        92         51         73         55         48        185        144:
Old  :       207:        90         50         45         37         43        140        125:
Other:       154:        59         33         33         47         35        129         79:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       28.8       31.1       39.8       13.9       18.0       20.0       26.8
Old  :                 22.0       22.1       32.5       34.8       13.1       19.5       22.2       30.8
Other:                 28.2       40.5       40.2       53.4       24.6       28.8       35.1       41.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  : 1,136,061:   348,986     18,709    213,274    472,968    860,972  1,035,228  1,092,956:   100,833     43,105
Old  : 1,136,061:   348,986     18,709    213,274    472,968    860,972  1,035,228  1,092,956:   100,833     43,105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :  -153,577:    11,911     -3,811   -108,861    -44,318    -31,413   -141,268   -144,085:   -12,310     -9,493
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7        1.6       18.8       41.6       75.8       91.1       96.2:       8.9        3.8
Old  :     100.0:      30.7        1.6       18.8       41.6       75.8       91.1       96.2:       8.9        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       254:       111         32         79         96         92        238        177:
Old  :       254:       111         32         79         96         92        238        177:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.5       28.1       19.4       41.1       10.3       24.8       15.3       35.4
Old  :                 11.5       28.1       19.4       41.1       10.3       24.8       15.3       35.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   222,253:    53,535     19,284     57,792     98,113    137,346    209,440    214,422:    12,814      7,832
Old  :   132,311:    55,366     21,696     21,288     46,675     83,640    123,329    126,623:     8,983      5,688
Other:    89,942:    17,648     17,068     17,024     51,438     53,706     86,111     87,798:     3,831      2,144
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :    -4,551:     5,407     -2,586       -833     -7,776        -22     -3,202     -3,441:    -1,349     -1,110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        8.7       26.0       44.1       61.8       94.2       96.5:       5.8        3.5
Old  :     100.0:      41.8       16.4       16.1       35.3       63.2       93.2       95.7:       6.8        4.3
Other:     100.0:      19.6       19.0       18.9       57.2       59.7       95.7       97.6:       4.3        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       436:       181         83        120        138        128        377        284:
Old  :       408:       165         84         71        101        118        296        244:
Other:       279:        91         51         56        112         91        235        169:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.2       18.3       21.9       29.9        9.5       11.7       15.3       18.4
Old  :                 17.0       19.8       27.2       31.1       13.8       15.6       21.3       24.9
Other:                 17.9       22.9       29.3       38.3       12.8       17.9       19.6       26.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    51,008:    34,095     24,759      3,450      7,237     20,403     44,783     48,612:     6,226      2,396
Old  :    51,008:    34,095     24,759      3,450      7,237     20,403     44,783     48,612:     6,226      2,396
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :       385:     1,961     -2,694        389     -1,182      2,576      1,168        272:      -783        114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.8       48.5        6.8       14.2       40.0       87.8       95.3:      12.2        4.7
Old  :     100.0:      66.8       48.5        6.8       14.2       40.0       87.8       95.3:      12.2        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       125:        72         34         17          8         10         89         57:
Old  :       125:        72         34         17          8         10         89         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       56.0       54.5       69.3       40.5       55.4       51.4       68.5
Old  :                 42.5       56.0       54.5       69.3       40.5       55.4       51.4       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   333,733:    56,489     75,640      6,401    253,162    237,153    316,052    319,194:    17,681     14,539
Old  :   333,733:    56,489     75,640      6,401    253,162    237,153    316,052    319,194:    17,681     14,539
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :   -69,052:   -11,215     -7,335     -1,553    -50,535    -56,259    -63,303    -65,147:    -5,749     -3,905
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       22.7        1.9       75.9       71.1       94.7       95.6:       5.3        4.4
Old  :     100.0:      16.9       22.7        1.9       75.9       71.1       94.7       95.6:       5.3        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:        43         46         14        101        107        152        159:
Old  :       257:        43         46         14        101        107        152        159:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       33.8       41.0       41.8       26.9       33.8       39.1       41.5
Old  :                 27.8       33.8       41.0       41.8       26.9       33.8       39.1       41.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :   196,468:    39,917      7,649      3,674    147,152    180,937    190,743    192,260:     5,725      4,208
Old  :   196,468:    39,917      7,649      3,674    147,152    180,937    190,743    192,260:     5,725      4,208
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :   -13,057:     2,242        383       -526    -11,050    -10,724     -9,334    -10,867:    -3,723     -2,190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        3.9        1.9       74.9       92.1       97.1       97.9:       2.9        2.1
Old  :     100.0:      20.3        3.9        1.9       74.9       92.1       97.1       97.9:       2.9        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        19         13          6         62         50         83         67:
Old  :       124:        19         13          6         62         50         83         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       48.1       49.8       64.2       32.4       48.1       48.0       64.0
Old  :                 33.9       48.1       49.8       64.2       32.4       48.1       48.0       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                                                        Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI Emerging Markets Index x $50)                                        :
     :          :                                                                            :
All  :   616,823:   192,282     69,964     10,396    396,016    525,686    598,694    606,046:    18,129     10,777
Old  :   616,823:   192,282     69,964     10,396    396,016    525,686    598,694    606,046:    18,129     10,777
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :   -64,786:     3,373    -22,940     -2,681    -48,391    -22,705    -47,699    -48,326:   -17,087    -16,460
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       11.3        1.7       64.2       85.2       97.1       98.3:       2.9        1.7
Old  :     100.0:      31.2       11.3        1.7       64.2       85.2       97.1       98.3:       2.9        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       277:        93         41         24        106         76        209        131:
Old  :       277:        93         41         24        106         76        209        131:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       36.7       35.7       53.9       18.1       36.6       27.3       51.1
Old  :                 24.1       36.7       35.7       53.9       18.1       36.6       27.3       51.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 24, 2016